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XDV.TO vs. ZDV.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDV.TO vs. ZDV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Select Dividend Index ETF (XDV.TO) and BMO Canadian Dividend ETF (ZDV.TO). The values are adjusted to include any dividend payments, if applicable.

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XDV.TO vs. ZDV.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDV.TO
iShares Canadian Select Dividend Index ETF
6.02%24.80%21.08%7.83%-8.70%29.08%-0.64%21.04%-12.68%10.85%
ZDV.TO
BMO Canadian Dividend ETF
10.62%20.17%16.52%7.83%-1.93%28.40%-3.84%22.34%-10.95%7.38%

Returns By Period

In the year-to-date period, XDV.TO achieves a 6.02% return, which is significantly lower than ZDV.TO's 10.62% return. Both investments have delivered pretty close results over the past 10 years, with XDV.TO having a 10.67% annualized return and ZDV.TO not far ahead at 10.77%.


XDV.TO

1D
1.66%
1M
-1.78%
YTD
6.02%
6M
12.67%
1Y
30.91%
3Y*
18.06%
5Y*
12.33%
10Y*
10.67%

ZDV.TO

1D
1.59%
1M
-1.16%
YTD
10.62%
6M
9.99%
1Y
27.72%
3Y*
17.29%
5Y*
13.61%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDV.TO vs. ZDV.TO - Expense Ratio Comparison

XDV.TO has a 0.55% expense ratio, which is higher than ZDV.TO's 0.39% expense ratio.


Return for Risk

XDV.TO vs. ZDV.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDV.TO
XDV.TO Risk / Return Rank: 9797
Overall Rank
XDV.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDV.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XDV.TO Calmar Ratio Rank: 9696
Calmar Ratio Rank
XDV.TO Martin Ratio Rank: 9797
Martin Ratio Rank

ZDV.TO
ZDV.TO Risk / Return Rank: 9494
Overall Rank
ZDV.TO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ZDV.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
ZDV.TO Omega Ratio Rank: 9696
Omega Ratio Rank
ZDV.TO Calmar Ratio Rank: 9292
Calmar Ratio Rank
ZDV.TO Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDV.TO vs. ZDV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Select Dividend Index ETF (XDV.TO) and BMO Canadian Dividend ETF (ZDV.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XDV.TOZDV.TODifference

Sharpe ratio

Return per unit of total volatility

3.05

2.25

+0.80

Sortino ratio

Return per unit of downside risk

3.77

2.61

+1.16

Omega ratio

Gain probability vs. loss probability

1.65

1.52

+0.13

Calmar ratio

Return relative to maximum drawdown

4.11

3.19

+0.92

Martin ratio

Return relative to average drawdown

19.15

13.36

+5.79

XDV.TO vs. ZDV.TO - Sharpe Ratio Comparison

The current XDV.TO Sharpe Ratio is 3.05, which is higher than the ZDV.TO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of XDV.TO and ZDV.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDV.TOZDV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

2.25

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

1.26

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.72

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.65

-0.11

Correlation

The correlation between XDV.TO and ZDV.TO is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDV.TO vs. ZDV.TO - Dividend Comparison

XDV.TO's dividend yield for the trailing twelve months is around 3.26%, more than ZDV.TO's 2.83% yield.


TTM20252024202320222021202020192018201720162015
XDV.TO
iShares Canadian Select Dividend Index ETF
3.26%3.46%4.20%4.46%4.34%3.69%4.55%4.01%4.68%3.47%3.72%4.52%
ZDV.TO
BMO Canadian Dividend ETF
2.83%3.07%3.57%4.10%4.10%3.63%4.48%4.11%5.06%3.96%3.84%4.63%

Drawdowns

XDV.TO vs. ZDV.TO - Drawdown Comparison

The maximum XDV.TO drawdown since its inception was -48.79%, which is greater than ZDV.TO's maximum drawdown of -43.21%. Use the drawdown chart below to compare losses from any high point for XDV.TO and ZDV.TO.


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Drawdown Indicators


XDV.TOZDV.TODifference

Max Drawdown

Largest peak-to-trough decline

-48.79%

-43.21%

-5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.77%

-9.04%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-16.72%

-3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.09%

-43.21%

+4.12%

Current Drawdown

Current decline from peak

-2.26%

-1.71%

-0.55%

Average Drawdown

Average peak-to-trough decline

-6.97%

-5.18%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.16%

-0.49%

Volatility

XDV.TO vs. ZDV.TO - Volatility Comparison

iShares Canadian Select Dividend Index ETF (XDV.TO) and BMO Canadian Dividend ETF (ZDV.TO) have volatilities of 4.10% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDV.TOZDV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

4.14%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.18%

9.73%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

12.39%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.80%

10.90%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

15.11%

-0.43%